Probability and Random Processes with Applications to Signal Processing

This textbook is for EE grads who are oriented towards signal processing. One of the reasons I like this book is that the authors carefully selected the end of the chapter problems. This book seems to have struck the right balance between theory and application and this is reflected in the problems at the end of the chapter. Another strong emphasis of this book is applications to signal processing and the last chapter is only written for this area. Relative to the book by Papoulis, this book explains the details better for a beginner and also has more application. Relative to the other book by Leon+Garcia, this book emphasizes more signal processing concepts like PSD, KL transforms, trellises, detection & estimation while that of Leon+Garcia has more details on queing theory and networks.I would wait for a new printing since the first printing of the 3rd edition has some minor errors. A very nice feature of this book is that it starts from the concept of probability space, Algebras and measure in a non-rigorous way to help the student cope with the minor "contradictions" they might perceive when reading a textbook in probability.

The new type font makes the book worth the price alone, compared to previous editions. There are some minor typos, which is discouraging, since it is a new edition. Great for use in a first year grad course along with Leon-Garcia text from undergrad probability/Random variables.I recommend it.